DGSIX vs. DFIEX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA International Core Equity Portfolio I (DFIEX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGSIX vs. DFIEX - Performance Comparison
Loading graphics...
DGSIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DGSIX has underperformed DFIEX with an annualized return of 7.83%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DGSIX vs. DFIEX - Expense Ratio Comparison
Both DGSIX and DFIEX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DGSIX vs. DFIEX — Risk / Return Rank
DGSIX
DFIEX
DGSIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA International Core Equity Portfolio I (DFIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DGSIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.66 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.18 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.16 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.25 | 8.72 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DGSIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.66 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.58 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.57 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.34 | +0.25 |
Correlation
The correlation between DGSIX and DFIEX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGSIX vs. DFIEX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DGSIX vs. DFIEX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DGSIX and DFIEX.
Loading graphics...
Drawdown Indicators
| DGSIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -62.22% | +20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -11.01% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -28.66% | +10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -41.04% | +17.45% |
Current DrawdownCurrent decline from peak | -5.85% | -10.45% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -12.26% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.84% | -1.23% |
Volatility
DGSIX vs. DFIEX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGSIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 6.26% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 10.04% | -4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 15.66% | -5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 15.60% | -5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 16.32% | -5.98% |